Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution

DOI10.1007/s00158-010-0539-1zbMath1274.62354MaRDI QIDQ381535

Mohammad Hasan, H. S. Yoon

Publication date: 15 November 2013

Published in: Structural and Multidisciplinary Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00158-010-0539-1

zbMATH Keywords

copula; identification of joint distribution; MCMC-based Bayesian method; one-step procedure; two-step procedure; weight-based Bayesian method

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62F15: Bayesian inference

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Uses Software

• BayesDA